Nonlinear autoregressive conditional duration models for traffic congestion estimation

DOI10.1155/2011/798953zbMath1229.90040OpenAlexW2075580715WikidataQ58692066 ScholiaQ58692066MaRDI QIDQ642455

Konstantinos Kepaptsoglou, Matthew G. Karlaftis, Eleni I. Vlahogianni

Publication date: 26 October 2011

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/798953

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Traffic problems in operations research (90B20)

Uses Software

• FinTS

Cites Work

• Nonlinearity tests for time series
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
• Distribution of the Anderson-Darling Statistic
• Analysis of Financial Time Series
• A nonlinear autoregressive conditional duration model with applications to financial transaction data
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